The article explores how seasonal-cyclic patterns can help predict changes in international financial markets, focusing on the US stock market. By analyzing data from 1950 to 2019, the study found that using specific patterns like The Barometer and The first five days of January can accurately forecast market growth or decline. The best results were achieved when both patterns were used together, with a forecast efficiency of 93.3%. This research suggests that applying these cyclic patterns can improve investment decisions in global financial markets.